An actor-critic algorithm for constrained Markov decision processes (Q2504518): Difference between revisions

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+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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+Stochastic approximation with two time scales
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+Actor-Critic--Type Learning Algorithms for Markov Decision Processes
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+OnActor-Critic Algorithms
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+Envelope Theorems for Arbitrary Choice Sets
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+An analysis of temporal-difference learning with function approximation
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